ECBOT 10 Year T-Note Future September 2022
| Trading Metrics calculated at close of trading on 01-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
117-175 |
118-090 |
0-235 |
0.6% |
117-085 |
| High |
118-180 |
120-040 |
1-180 |
1.3% |
120-040 |
| Low |
117-140 |
118-060 |
0-240 |
0.6% |
116-110 |
| Close |
118-170 |
119-085 |
0-235 |
0.6% |
119-085 |
| Range |
1-040 |
1-300 |
0-260 |
72.2% |
3-250 |
| ATR |
1-020 |
1-040 |
0-020 |
5.9% |
0-000 |
| Volume |
1,849,397 |
1,991,276 |
141,879 |
7.7% |
7,547,601 |
|
| Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-002 |
124-023 |
120-106 |
|
| R3 |
123-022 |
122-043 |
119-256 |
|
| R2 |
121-042 |
121-042 |
119-199 |
|
| R1 |
120-063 |
120-063 |
119-142 |
120-212 |
| PP |
119-062 |
119-062 |
119-062 |
119-136 |
| S1 |
118-083 |
118-083 |
119-028 |
118-232 |
| S2 |
117-082 |
117-082 |
118-291 |
|
| S3 |
115-102 |
116-103 |
118-234 |
|
| S4 |
113-122 |
114-123 |
118-064 |
|
|
| Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-295 |
128-120 |
121-110 |
|
| R3 |
126-045 |
124-190 |
120-098 |
|
| R2 |
122-115 |
122-115 |
119-307 |
|
| R1 |
120-260 |
120-260 |
119-196 |
121-188 |
| PP |
118-185 |
118-185 |
118-185 |
118-309 |
| S1 |
117-010 |
117-010 |
118-294 |
117-258 |
| S2 |
114-255 |
114-255 |
118-183 |
|
| S3 |
111-005 |
113-080 |
118-072 |
|
| S4 |
107-075 |
109-150 |
117-060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-040 |
116-110 |
3-250 |
3.2% |
1-022 |
0.9% |
77% |
True |
False |
1,509,520 |
| 10 |
120-040 |
115-200 |
4-160 |
3.8% |
1-015 |
0.9% |
81% |
True |
False |
1,557,010 |
| 20 |
120-040 |
114-075 |
5-285 |
4.9% |
1-052 |
1.0% |
85% |
True |
False |
1,636,962 |
| 40 |
120-195 |
114-075 |
6-120 |
5.3% |
1-012 |
0.9% |
79% |
False |
False |
1,172,356 |
| 60 |
120-310 |
114-075 |
6-235 |
5.6% |
1-006 |
0.9% |
75% |
False |
False |
782,172 |
| 80 |
126-310 |
114-075 |
12-235 |
10.7% |
0-310 |
0.8% |
40% |
False |
False |
586,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-115 |
|
2.618 |
125-063 |
|
1.618 |
123-083 |
|
1.000 |
122-020 |
|
0.618 |
121-103 |
|
HIGH |
120-040 |
|
0.618 |
119-123 |
|
0.500 |
119-050 |
|
0.382 |
118-297 |
|
LOW |
118-060 |
|
0.618 |
116-317 |
|
1.000 |
116-080 |
|
1.618 |
115-017 |
|
2.618 |
113-037 |
|
4.250 |
109-305 |
|
|
| Fisher Pivots for day following 01-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
119-073 |
119-001 |
| PP |
119-062 |
118-237 |
| S1 |
119-050 |
118-152 |
|